Fast online implementation of covariance-driven stochastic subspace identification

Mechanical Systems and Signal Processing(2023)

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Abstract
•Fast online implementation for covariance-driven stochastic subspace identification (COV-SSI) is proposed.•It does not require any additional parameters.•The error between the proposed method and the original COV-SSI method is negligible.•It makes near-real time COV-SSI possible.
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Key words
Stochastic subspace identification,Dataflow model,Incremental aggregation,Truncated SVD,Real time
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